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VOMO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

VOMO

Currency in USD · Last updated May 19, 2025

VOLATILITY MOMENTUM

Asset Allocation

IAUM 5%FTAI 13%VST 12%SFM 11%RKLB 11%AGX 11%CLS 9%WMT 9%MSTR 9%ISRG 5%TQQQ 3%TSLA 2%CommodityCommodityEquityEquity
PositionCategory/SectorTarget Weight
AGX
Argan, Inc.		Industrials
11%
CLS
Celestica Inc.		Technology
9%
FTAI
Fortress Transportation and Infrastructure Investors LLC		Industrials
13%
IAUM
iShares Gold Trust Micro ETF of Benef Interest		Precious Metals, Gold
5%
ISRG
Intuitive Surgical, Inc.		Healthcare
5%
MSTR
MicroStrategy Incorporated		Technology
9%
RKLB
Rocket Lab USA, Inc.		Industrials
11%
SFM
Sprouts Farmers Market, Inc.		Consumer Defensive
11%
TQQQ
ProShares UltraPro QQQ		Leveraged Equities, Leveraged
3%
TSLA
Tesla, Inc.		Consumer Cyclical
2%
VST
Vistra Corp.		Utilities
12%
WMT
Walmart Inc.		Consumer Defensive
9%

Performance

Performance Chart

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The earliest data available for this chart is Aug 24, 2021, corresponding to the inception date of RKLB

Returns By Period

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		1.30%12.79%1.49%12.35%15.37%10.87%
VOMO14.62%23.48%19.66%134.43%N/AN/A
Portfolio components:
FTAI
Fortress Transportation and Infrastructure Investors LLC		-17.64%27.18%-25.12%52.35%79.22%32.44%
VST
Vistra Corp.		13.80%35.70%10.55%67.87%55.72%N/A
SFM
Sprouts Farmers Market, Inc.		32.75%5.33%18.79%114.69%46.37%18.80%
RKLB
Rocket Lab USA, Inc.		0.39%29.53%34.58%501.65%N/AN/A
AGX
Argan, Inc.		38.23%29.48%38.65%189.25%41.70%20.66%
CLS
Celestica Inc.		22.70%34.76%37.81%119.56%80.50%24.62%
WMT
Walmart Inc.		9.29%5.64%17.47%53.52%20.52%16.79%
MSTR
MicroStrategy Incorporated		38.04%26.04%17.36%152.32%102.50%36.84%
IAUM
iShares Gold Trust Micro ETF of Benef Interest		21.70%-3.86%24.61%31.99%N/AN/A
TQQQ
ProShares UltraPro QQQ		-9.44%58.22%-3.19%15.04%31.31%31.45%
TSLA
Tesla, Inc.		-13.34%45.00%9.12%97.22%45.61%35.96%
ISRG
Intuitive Surgical, Inc.		7.98%16.75%6.82%41.32%26.18%26.30%
*Annualized

Monthly Returns

The table below presents the monthly returns of VOMO, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20258.35%-8.82%-7.91%11.46%13.04%14.62%
20242.01%18.41%17.13%-0.81%19.87%3.97%5.40%5.39%18.90%14.24%38.15%-8.87%232.20%
202318.79%-0.20%6.87%0.15%3.26%11.75%11.52%1.61%-2.69%1.72%8.31%12.36%99.86%
2022-9.92%1.09%4.65%-9.14%-8.12%-11.24%17.84%-4.19%-11.94%15.00%0.80%-6.35%-23.78%
2021-0.36%-1.31%5.38%0.91%2.99%7.69%

Expense Ratio

VOMO has an expense ratio of 0.04%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

TQQQ
ProShares UltraPro QQQ
IAUM
iShares Gold Trust Micro ETF of Benef Interest

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 97, VOMO is among the top 3% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

The Risk-Adjusted Performance Rank of VOMO is 9797
Overall Rank
The Sharpe Ratio Rank of VOMO is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of VOMO is 9797
Sortino Ratio Rank
The Omega Ratio Rank of VOMO is 9797
Omega Ratio Rank
The Calmar Ratio Rank of VOMO is 9898
Calmar Ratio Rank
The Martin Ratio Rank of VOMO is 9797
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
FTAI
Fortress Transportation and Infrastructure Investors LLC		0.651.271.191.002.21
VST
Vistra Corp.		0.931.571.221.493.32
SFM
Sprouts Farmers Market, Inc.		3.123.451.534.7813.86
RKLB
Rocket Lab USA, Inc.		5.654.411.525.7723.96
AGX
Argan, Inc.		2.873.221.444.1611.75
CLS
Celestica Inc.		1.552.181.312.526.28
WMT
Walmart Inc.		2.313.501.493.009.91
MSTR
MicroStrategy Incorporated		1.812.751.324.188.67
IAUM
iShares Gold Trust Micro ETF of Benef Interest		1.942.701.344.3711.24
TQQQ
ProShares UltraPro QQQ		0.200.881.120.330.88
TSLA
Tesla, Inc.		1.402.111.251.664.00
ISRG
Intuitive Surgical, Inc.		1.252.111.301.795.64

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

VOMO Sharpe ratios as of May 19, 2025 (values are recalculated daily):

  • 1-Year: 3.25
  • All Time: 2.02

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.56 to 1.05, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of VOMO compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

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Dividends

Dividend yield

VOMO provided a 0.41% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio0.41%0.41%1.01%1.74%1.26%1.51%1.58%1.62%1.29%3.50%1.08%0.43%
Portfolio components:
FTAI
Fortress Transportation and Infrastructure Investors LLC		1.02%0.83%2.59%6.97%4.56%5.63%6.76%9.21%6.62%9.93%4.26%0.00%
VST
Vistra Corp.		0.56%0.63%2.13%3.12%2.64%2.75%2.17%0.00%0.00%14.97%0.00%0.00%
SFM
Sprouts Farmers Market, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
RKLB
Rocket Lab USA, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AGX
Argan, Inc.		0.76%0.93%2.24%2.71%1.94%2.81%2.49%1.98%2.22%1.42%2.16%2.08%
CLS
Celestica Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
WMT
Walmart Inc.		0.90%0.92%1.45%1.58%1.52%1.50%1.78%2.23%2.07%2.89%3.20%2.24%
MSTR
MicroStrategy Incorporated		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IAUM
iShares Gold Trust Micro ETF of Benef Interest		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TQQQ
ProShares UltraPro QQQ		1.38%1.27%1.26%0.57%0.00%0.00%0.06%0.11%0.00%0.00%0.01%0.03%
TSLA
Tesla, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ISRG
Intuitive Surgical, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

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Worst Drawdowns

The table below displays the maximum drawdowns of the VOMO. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the VOMO was 32.75%, occurring on Jun 17, 2022. Recovery took 244 trading sessions.

The current VOMO drawdown is 0.09%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.75%Nov 9, 2021153Jun 17, 2022244Jun 8, 2023397
-29.05%Feb 11, 202540Apr 8, 2025———
-12.02%Jan 24, 20252Jan 27, 202510Feb 10, 202512
-12%Jul 17, 202416Aug 7, 20248Aug 19, 202424
-10.4%Sep 10, 20218Sep 21, 202131Nov 3, 202139

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 12 assets, with an effective number of assets of 10.18, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
^GSPCIAUMWMTSFMAGXVSTFTAITSLARKLBMSTRCLSISRGTQQQPortfolio
^GSPC1.000.100.390.320.410.470.480.590.510.530.600.720.940.75
IAUM0.101.000.060.030.090.120.100.010.100.120.100.110.080.18
WMT0.390.061.000.320.170.200.160.190.160.180.200.330.330.33
SFM0.320.030.321.000.310.220.230.190.150.190.220.220.260.40
AGX0.410.090.170.311.000.330.300.220.320.270.350.280.330.52
VST0.470.120.200.220.331.000.380.270.320.290.390.360.410.60
FTAI0.480.100.160.230.300.381.000.300.370.330.400.410.440.64
TSLA0.590.010.190.190.220.270.301.000.460.460.360.420.650.54
RKLB0.510.100.160.150.320.320.370.461.000.440.360.400.510.71
MSTR0.530.120.180.190.270.290.330.460.441.000.370.430.550.70
CLS0.600.100.200.220.350.390.400.360.360.371.000.450.600.63
ISRG0.720.110.330.220.280.360.410.420.400.430.451.000.710.61
TQQQ0.940.080.330.260.330.410.440.650.510.550.600.711.000.72
Portfolio0.750.180.330.400.520.600.640.540.710.700.630.610.721.00
The correlation results are calculated based on daily price changes starting from Aug 25, 2021